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What Makes Currencies Volatile?An Empirical Investigation

Bleaney, Michael F.; Francisco, Manuela - University <Nottingham> / Department of Economics - 2008

Real effective exchange rate volatility is examined for 90 countries using monthlydata from January 1990 to June 2006. Volatility decreases with openness tointernational trade and per capita GDP, and increases with inflation, particularlyunder a horizontal peg or band, and with terms-of-trade...

Persistent link: https://www.econbiz.de/10005868573

A multilateral approach to decomposing volatility in bilateral exchange rates

Dungey, Mardi H. - 1997

Persistent link: https://www.econbiz.de/10000959373

Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?

Naszódi, Anna (contributor) - 2008

expectations concerning locking date. Then, the locking dates and rates are filtered from historical exchange rates, currency …

Persistent link: https://www.econbiz.de/10003633014

Wechselkursschwankungen als Folge einer Währungsunordnung : Neugestaltung des internationalen Währungssystems im Sinne von Keynes

Rossi, Sergio - In: Die aktuelle Währungsunordnung : Analysen und …, (pp. 175-208). 2009

Persistent link: https://www.econbiz.de/10003893796

Exchange rates and global volatility : implications for Asia-Pacific currencies

Cairns, John; Ho, Corrinne; McCauley, Robert N. - In: BIS quarterly review : international banking and … (2007), pp. 41-52

Persistent link: https://www.econbiz.de/10003444287

Has the euro affected the choice of invoicing currency?

Ligthart, Jenny E.; Werner, Sebastian E. V. - 2010

We present a new approach to study empirically the effect of the introduction of the euro on currency invoicing. Our … approach uses a compositional multinomial logit model, in which currency choice depends on the characteristics of both the … currency and the country. We use unique quarterly panel data of Norwegian imports from OECD countries for the 1996-2006 period …

Persistent link: https://www.econbiz.de/10003969238

The effect of the Chinese renminbi on Korean exports to Japan

Baak, Saang Joon - In: The journal of econometric study of Northeast Asia 6 (2007) 1, pp. 103-112

Persistent link: https://www.econbiz.de/10003596242

Are the exchange rates of EMU candidate countries anchored by their expected Euro locking rates?

Naszódi, Anna - In: Focus on European economic integration (2007) 1, pp. 115-134

Persistent link: https://www.econbiz.de/10003541037

Common volatility trends in the central and eastern European currencies and the Euro

Pramor, Marcus; Tamirisa, Natalia T. - In: Emerging markets : any lessons for Southeastern Europe? …, (pp. 408-436). 2007

Persistent link: https://www.econbiz.de/10003547596

Trading volume, volatility, and GARCH effects int eh South Korean Won/US dollar exchange market : evidence from conditional quantile estimation

Park, Beum-jo - In: The Japanese economic review : the journal of the … 58 (2007) 3, pp. 382-399

Persistent link: https://www.econbiz.de/10003520194